I am importing a large batch of ES tick data supplied by your data partner CQG.
I am getting some 'exceeds time gap maximum' import errors.
I notice that these are on ticks for contracts which are far in the future but which can still be traded, and therefore for which the number of ticks is very sparse.
eg: For ES 09-08 I am getting these errors for ticks at 12/03/2008 13:19 and 11/03/2008 18:50.
I expect you included this error to prevent the import of bad data, but ticks with very large gaps between them are legitimate and should not be ignored.
Are my assumptions correct, and do 'exceeds time gap maximum' errors mean that the data is being ignored on import?
If so, is there some way to switch it off?
Thanks
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